Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
16.09.2016 | 1.61% | 0.63 | 0.64 | 275'000 | 275'000 | 275'000 | 275'000 | 169'905 | 172'655 | 100.00% | 100.00% |
15.09.2016 | 1.33% | 0.63 | 0.64 | 275'000 | 275'000 | 275'000 | 275'000 | 205'721 | 208'471 | 97.37% | 97.37% |
14.09.2016 | 1.44% | 0.69 | 0.70 | 275'000 | 275'000 | 275'000 | 275'000 | 190'057 | 192'807 | 95.73% | 95.73% |
13.09.2016 | 1.69% | 0.74 | 0.75 | 275'000 | 275'000 | 275'000 | 275'000 | 162'180 | 164'930 | 97.70% | 97.70% |
12.09.2016 | 5.52% | 0.67 | 0.68 | 275'000 | 275'000 | 275'000 | 275'000 | 232'908 | 246'595 | 98.16% | 98.16% |
09.09.2016 | 6.42% | 0.48 | 0.54 | 325'000 | 325'000 | 325'000 | 325'000 | 106'815 | 114'909 | 98.41% | 98.41% |
08.09.2016 | 5.45% | 0.19 | 0.20 | 350'000 | 350'000 | 350'000 | 350'000 | 64'067 | 67'567 | 97.95% | 97.95% |
07.09.2016 | 4.99% | 0.21 | 0.22 | 375'000 | 375'000 | 375'000 | 375'000 | 73'478 | 77'228 | 98.55% | 98.55% |
06.09.2016 | 4.18% | 0.27 | 0.28 | 325'000 | 325'000 | 324'999 | 325'000 | 76'457 | 79'707 | 97.37% | 97.37% |